NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 07-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2012 |
07-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.568 |
3.614 |
0.046 |
1.3% |
3.725 |
| High |
3.620 |
3.617 |
-0.003 |
-0.1% |
3.851 |
| Low |
3.513 |
3.555 |
0.042 |
1.2% |
3.532 |
| Close |
3.617 |
3.578 |
-0.039 |
-1.1% |
3.554 |
| Range |
0.107 |
0.062 |
-0.045 |
-42.1% |
0.319 |
| ATR |
0.119 |
0.115 |
-0.004 |
-3.4% |
0.000 |
| Volume |
94,314 |
86,333 |
-7,981 |
-8.5% |
522,187 |
|
| Daily Pivots for day following 07-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.769 |
3.736 |
3.612 |
|
| R3 |
3.707 |
3.674 |
3.595 |
|
| R2 |
3.645 |
3.645 |
3.589 |
|
| R1 |
3.612 |
3.612 |
3.584 |
3.598 |
| PP |
3.583 |
3.583 |
3.583 |
3.576 |
| S1 |
3.550 |
3.550 |
3.572 |
3.536 |
| S2 |
3.521 |
3.521 |
3.567 |
|
| S3 |
3.459 |
3.488 |
3.561 |
|
| S4 |
3.397 |
3.426 |
3.544 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.603 |
4.397 |
3.729 |
|
| R3 |
4.284 |
4.078 |
3.642 |
|
| R2 |
3.965 |
3.965 |
3.612 |
|
| R1 |
3.759 |
3.759 |
3.583 |
3.703 |
| PP |
3.646 |
3.646 |
3.646 |
3.617 |
| S1 |
3.440 |
3.440 |
3.525 |
3.384 |
| S2 |
3.327 |
3.327 |
3.496 |
|
| S3 |
3.008 |
3.121 |
3.466 |
|
| S4 |
2.689 |
2.802 |
3.379 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.742 |
3.506 |
0.236 |
6.6% |
0.100 |
2.8% |
31% |
False |
False |
100,334 |
| 10 |
3.851 |
3.506 |
0.345 |
9.6% |
0.113 |
3.2% |
21% |
False |
False |
100,689 |
| 20 |
3.970 |
3.506 |
0.464 |
13.0% |
0.120 |
3.4% |
16% |
False |
False |
99,112 |
| 40 |
3.970 |
3.210 |
0.760 |
21.2% |
0.114 |
3.2% |
48% |
False |
False |
76,702 |
| 60 |
3.970 |
3.055 |
0.915 |
25.6% |
0.112 |
3.1% |
57% |
False |
False |
61,057 |
| 80 |
3.970 |
3.055 |
0.915 |
25.6% |
0.110 |
3.1% |
57% |
False |
False |
51,500 |
| 100 |
3.970 |
3.055 |
0.915 |
25.6% |
0.111 |
3.1% |
57% |
False |
False |
44,262 |
| 120 |
3.970 |
2.962 |
1.008 |
28.2% |
0.109 |
3.0% |
61% |
False |
False |
39,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.881 |
|
2.618 |
3.779 |
|
1.618 |
3.717 |
|
1.000 |
3.679 |
|
0.618 |
3.655 |
|
HIGH |
3.617 |
|
0.618 |
3.593 |
|
0.500 |
3.586 |
|
0.382 |
3.579 |
|
LOW |
3.555 |
|
0.618 |
3.517 |
|
1.000 |
3.493 |
|
1.618 |
3.455 |
|
2.618 |
3.393 |
|
4.250 |
3.292 |
|
|
| Fisher Pivots for day following 07-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.586 |
3.573 |
| PP |
3.583 |
3.568 |
| S1 |
3.581 |
3.563 |
|